Pages that link to "Item:Q3940647"
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The following pages link to Robust Tests for Heteroscedasticity Based on Regression Quantiles (Q3940647):
Displayed 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Quantile composite-based path modeling (Q111774) (← links)
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Vector quantile regression: an optimal transport approach (Q292882) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
- Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
- Valuating residential real estate using parametric programming (Q439341) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- The relationship between the absolute deviation from a quantile and Gini's mean difference (Q478477) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
- A note on L-estimates for linear models (Q580842) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Semiparametric estimation for linear regression with symmetric errors (Q830566) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
- A graphical method for assessing multivariate normality (Q880901) (← links)
- Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
- A test for the parametric form of the variance function in a partial linear regression model (Q935431) (← links)
- Quantile regression without the curse of unsmoothness (Q961840) (← links)
- Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
- Least absolute deviations estimation for the censored regression model (Q1061446) (← links)
- Censored regression quantiles (Q1083825) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
- Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables (Q1410570) (← links)
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (Q1414625) (← links)
- Econometrics and decision theory (Q1574216) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Glejser's test revisited (Q1580345) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- Nonparametric depth and quantile regression for functional data (Q1715535) (← links)
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- Simple resampling methods for censored regression quantiles (Q1841195) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- Testing for a constant coefficient of variation in nonparametric regression by empirical processes (Q1926008) (← links)
- Counterfactual distributions of wages via quantile regression with endogeneity (Q1927105) (← links)
- Restricted regression quantiles (Q1969725) (← links)